Credit Risk Modeling
Job Type :งานประจำ (Full Time)
Job Description :
• Conduct analysis and review on the risk related models (both Basel II credit models and other risk
related scorecards)
• Assist in the maintenance and enhancement of existing scorecards and Basel II models (PD, EAD and LGD models) for consumer portfolio.
• Assist in model implementing the strategy how the scorecards or risk models are to be used e.g.
determine business strategy / determine cut-off etc
• Provide support (e.g. prepare the relevant analysis / information) to the Department Head to liaise with the central (independent) Risk Management Group on all credit risk related matters, e.g., Basel II, risk
scorecard
• Liaise with the relevant parties on the risk modelling related matters; and other ad-hoc risk-analysis (as
and when required) as part of governance and approval process e.g. Risk Management function, Credit
Approval and Collections team etc.
• Support P&L analysis from ‘risk’ aspect (this includes budgeting and on-going P&L monitoring and
analyses)
• Assist in conducting analysis of product structures, risk profiles and profitability measures (risk-based profitability)
Salary : Not specify
Need : Not specify
Location : Bangkok